Contribute to Out of Sample

Out of Sample is written by its editors and published under the publication's name. There are no guest authors or named contributors on the site. Readers still shape it: many corrections and article ideas come from people who spotted a gap or a better source.

Ways to help

• Report an error. A wrong formula, a misattributed paper, an out-of-date rule or a broken link. Tell us the article and what should change; if you can, point to the source that shows it.
• Suggest a source. A paper, dataset, regulator's document or well-documented open-source project that would strengthen an article.
• Suggest a topic. Questions that come up while learning quantitative finance and are poorly explained elsewhere.

Requests reach the editors as described in the legal notice. We do not publish reader submissions as articles and do not accept payment, products or links in exchange for coverage.

Research areas we are working on

The open research series follows the life of a systematic strategy from idea to monitoring. These are the building blocks it uses, and where suggestions are most useful:

• Trading strategies: clearly specified, published rules that can be reproduced from public data, such as momentum and trend filters.
• Backtesters: how simulation engines handle costs, corporate actions and look-ahead bias; see the spreadsheet crossover for the bare mechanics.
• Risk analytics: value at risk, Monte Carlo simulation and drawdown analysis.
• Stock selection and weighting: how many positions to hold and how to size them, covered in optimal stock quantity and weights.
• Predictive models and filters: regime models, meta-labelling and other ways of deciding when a signal should be trusted.

Standards for anything we publish

Whether an idea comes from the editors or from a reader, it is published only if it can be explained with references and, for empirical claims, with data that others can obtain. Simulated results are labelled as such, together with their assumptions about costs. Nothing on the site is investment advice.